Euro Bund Future December 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 111.99 112.37 0.38 0.3% 110.27
High 112.36 112.51 0.15 0.1% 112.51
Low 111.57 112.06 0.49 0.4% 110.27
Close 112.23 112.26 0.03 0.0% 112.26
Range 0.79 0.45 -0.34 -43.0% 2.24
ATR 0.68 0.66 -0.02 -2.4% 0.00
Volume 2,313 1,457 -856 -37.0% 6,286
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 113.63 113.39 112.51
R3 113.18 112.94 112.38
R2 112.73 112.73 112.34
R1 112.49 112.49 112.30 112.39
PP 112.28 112.28 112.28 112.22
S1 112.04 112.04 112.22 111.94
S2 111.83 111.83 112.18
S3 111.38 111.59 112.14
S4 110.93 111.14 112.01
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 118.40 117.57 113.49
R3 116.16 115.33 112.88
R2 113.92 113.92 112.67
R1 113.09 113.09 112.47 113.51
PP 111.68 111.68 111.68 111.89
S1 110.85 110.85 112.05 111.27
S2 109.44 109.44 111.85
S3 107.20 108.61 111.64
S4 104.96 106.37 111.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112.51 110.27 2.24 2.0% 0.64 0.6% 89% True False 1,257
10 112.51 109.55 2.96 2.6% 0.62 0.6% 92% True False 844
20 112.51 109.55 2.96 2.6% 0.63 0.6% 92% True False 940
40 112.98 109.40 3.58 3.2% 0.56 0.5% 80% False False 579
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.12
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 114.42
2.618 113.69
1.618 113.24
1.000 112.96
0.618 112.79
HIGH 112.51
0.618 112.34
0.500 112.29
0.382 112.23
LOW 112.06
0.618 111.78
1.000 111.61
1.618 111.33
2.618 110.88
4.250 110.15
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 112.29 112.15
PP 112.28 112.04
S1 112.27 111.94

These figures are updated between 7pm and 10pm EST after a trading day.

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